| Metric | /tmp/max.btc.all_ | BTCUSD |
|---|---|---|
| Time in Market | 90.0% | 100.0% |
| Cumulative Return | 147.4% | 102.19% |
| Max Drawdown | -24.87% | -67.18% |
| Sharpe | 0.79 | 0.35 |
| Sortino | 1.0 | 0.5 |
| Payoff Ratio | 1.3 | 1.1 |
| Profit Factor | 1.25 | 1.06 |
| Common Sense Ratio | 1.49 | 1.03 |
| CPC Index | 0.79 | 0.6 |
| Tail Ratio | 1.19 | 0.98 |
| Outlier Win Ratio | 14.79 | 3.29 |
| Outlier Loss Ratio | 13.82 | 2.97 |
| Volatility (ann.) | 9.98% | 26.6% |
| R^2 | 0.26 | 0.26 |
| Calmar | 1.36 | 0.38 |
| Skew | -17.6 | 0.16 |
| Kurtosis | 820.07 | 6.3 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.41% | 1.87% |
| Expected Yearly % | 25.41% | 19.25% |
| Kelly Criterion | 9.61% | 6.67% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.84% | -2.26% |
| Expected Shortfall (cVaR) | -0.84% | -2.26% |
| Year | BTCUSD | /tmp/max.btc.all_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.73 | 10.18 | -0.16 | + |
| 2023 | 155.54 | 55.19 | 0.35 | - |
| 2024 | 121.00 | 87.72 | 0.72 | - |
| 2025 | -6.45 | -22.92 | 3.55 | - |
| Metric | /tmp/max.btc.all_ | BTCUSD |
|---|---|---|
| MTD | -21.26% | 3.6% |
| 3M | -23.21% | -11.42% |
| 6M | 2.59% | 35.88% |
| YTD | -22.92% | -6.45% |
| 1Y | 22.21% | 24.76% |
| 3Y (ann.) | 33.06% | 25.14% |
| 5Y (ann.) | 33.89% | 25.46% |
| Metric | /tmp/max.btc.all_ | BTCUSD |
|---|---|---|
| Max Drawdown | -24.87% | -67.18% |
| Longest DD Days | 157.0 | 683.0 |
| Avg. Drawdown | -1.38% | -7.49% |
| Avg. Drawdown Days | 9.0 | 37.0 |
| Recovery Factor | 5.93 | 1.52 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-20 | 2025-03-27 | -24.87 | 65 |
| 2022-05-31 | 2022-07-28 | -9.70 | 57 |
| 2022-08-08 | 2023-01-12 | -9.40 | 157 |
| 2023-06-23 | 2023-10-23 | -7.27 | 122 |
| 2024-01-11 | 2024-02-12 | -7.11 | 32 |
| 2023-04-14 | 2023-06-20 | -5.88 | 67 |
| 2024-05-21 | 2024-07-16 | -5.41 | 56 |
| 2024-12-17 | 2025-01-20 | -4.53 | 34 |
| 2024-03-05 | 2024-03-08 | -4.19 | 3 |
| 2023-12-09 | 2024-01-08 | -3.94 | 29 |
| Metric | /tmp/max.btc.all_ | BTCUSD |
|---|---|---|
| Best Day | 6.27% | 9.33% |
| Worst Day | -22.84% | -9.32% |
| Best Week | 13.57% | 35.75% |
| Worst Week | -21.66% | -29.64% |
| Best Month | 28.7% | 43.77% |
| Worst Month | -21.26% | -37.12% |
| Best Year | 87.72% | 155.54% |
| Worst Year | -22.92% | -61.73% |
| Avg. Up Day | 0.25% | 0.94% |
| Avg. Down Day | -0.19% | -0.86% |
| Avg. Up Week | 2.46% | 6.81% |
| Avg. Down Week | -0.94% | -4.65% |
| Avg. Up Month | 7.47% | 15.0% |
| Avg. Down Month | -2.76% | -12.67% |
| Win Days % | 48.98% | 51.1% |
| Win Month % | 68.42% | 60.53% |
| Win Week % | 54.55% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |